pyproject.toml

[build-system]
requires = ["setuptools>=68", "setuptools-scm>=8"]
build-backend = "setuptools.build_meta"

[project]
name = "quantspt"
version = "0.1.0"
description = "The definitive Python library for Stochastic Portfolio Theory"
readme = "README.md"
license = { text = "MIT" }
requires-python = ">=3.10"
authors = [
    { name = "Aheli Poddar", email = "ahelipoddar2003@gmail.com" },
]
keywords = [
    "stochastic-portfolio-theory",
    "portfolio-optimization",
    "quantitative-finance",
    "diversity-arbitrage",
    "functionally-generated-portfolios",
    "excess-growth-rate",
    "atlas-model",
    "mathematical-finance",
]
classifiers = [
    "Development Status :: 2 - Pre-Alpha",
    "Intended Audience :: Science/Research",
    "Intended Audience :: Financial and Insurance Industry",
    "License :: OSI Approved :: MIT License",
    "Programming Language :: Python :: 3",
    "Programming Language :: Python :: 3.10",
    "Programming Language :: Python :: 3.11",
    "Programming Language :: Python :: 3.12",
    "Programming Language :: Python :: 3.13",
    "Topic :: Scientific/Engineering :: Mathematics",
    "Topic :: Office/Business :: Financial :: Investment",
    "Typing :: Typed",
]

dependencies = [
    "numpy>=1.24",
    "pandas>=2.0",
    "scipy>=1.10",
]

[project.optional-dependencies]
viz = [
    "matplotlib>=3.7",
    "plotly>=5.15",
    "seaborn>=0.12",
]
opt = [
    "cvxpy>=1.3",
]
sim = [
    "numba>=0.57",
]
gpu = [
    "jax>=0.4",
    "jaxlib>=0.4",
]
data = [
    "pyarrow>=14.0",
    "yfinance>=0.2",
    "pydantic>=2.0",
]
ml = [
    "torch>=2.0",
    "optuna>=3.0",
    "hmmlearn>=0.3",
    "ruptures>=1.1",
]
causal = [
    "pgmpy>=0.0.21",
    "networkx>=3.1",
]
research = [
    "quantspt[viz,opt,sim,data,ml,causal]",
]
dev = [
    "pytest>=7.4",
    "pytest-cov>=4.1",
    "mypy>=1.5",
    "pandas-stubs>=2.0",
    "ruff>=0.1",
    "pre-commit>=3.4",
    "hypothesis>=6.80",
]
all = [
    "quantspt[viz,opt,sim,gpu,data,dev,ml,causal]",
]

[project.urls]
Homepage = "https://github.com/XAheli/quantspt"
Documentation = "https://github.com/XAheli/quantspt/wiki"
Repository = "https://github.com/XAheli/quantspt"
Changelog = "https://github.com/XAheli/quantspt/blob/main/CHANGELOG.md"
"Bug Tracker" = "https://github.com/XAheli/quantspt/issues"

[project.entry-points."quantspt_data_provider"]
# Built-in providers are registered here as they are implemented.
# Third-party packages add their own entry points in their pyproject.toml.

[project.entry-points."quantspt_portfolio"]

[project.entry-points."quantspt_model"]

[tool.setuptools.packages.find]
include = ["quantspt*"]

[tool.pytest.ini_options]
testpaths = ["tests"]
markers = [
    "cpu: runs on CPU only (default for most tests)",
    "gpu: requires CUDA GPU (PyTorch, pgmpy torch backend, sklearn GPU tensors)",
    "slow: takes more than 10 seconds (simulations, Monte Carlo, ergodic tests)",
    "integration: end-to-end multi-module test (data → model → backtest)",
    "property: property-based tests using Hypothesis",
    "golden: golden regression tests against cached outputs",
]
filterwarnings = [
    "error",
    "ignore::DeprecationWarning:pkg_resources",
    "ignore:The NumPy module was reloaded:UserWarning",
]

[tool.mypy]
python_version = "3.12"
strict = true
warn_return_any = false
warn_unused_configs = false
warn_unused_ignores = false
disallow_untyped_defs = true

[[tool.mypy.overrides]]
module = [
    "scipy.*",
    "cvxpy.*",
    "numba.*",
    "jax.*",
    "matplotlib.*",
    "plotly.*",
    "seaborn.*",
    "yfinance.*",
    "pydantic.*",
    "numpy.*",
    "torch.*",
    "optuna.*",
    "hmmlearn.*",
    "ruptures.*",
    "pgmpy.*",
    "networkx.*",
    "sklearn.*",
]
ignore_missing_imports = true

[tool.ruff]
target-version = "py310"
line-length = 88

[tool.ruff.lint]
select = [
    "E",   # pycodestyle errors
    "W",   # pycodestyle warnings
    "F",   # pyflakes
    "I",   # isort
    "UP",  # pyupgrade
    "B",   # flake8-bugbear
    "SIM", # flake8-simplify
    "RUF", # ruff-specific
]
ignore = [
    "E501",   # line length handled by formatter
    "RUF002", # allow Unicode math symbols in docstrings (γ, σ, π, τ, etc.)
    "RUF003", # allow Unicode math symbols in comments
    "SIM103", # allow explicit if/return patterns for clarity
    "SIM108", # allow if/else over ternary for readability with numpy
]


[tool.ruff.lint.per-file-ignores]
"tests/**" = ["E402"]

[tool.ruff.lint.isort]
known-first-party = ["quantspt"]

[tool.coverage.run]
source = ["quantspt"]

[tool.coverage.report]
exclude_lines = [
    "pragma: no cover",
    "if TYPE_CHECKING:",
    "if __name__ == .__main__.",
    "@overload",
    "\\.\\.\\.",
]

[tool.bandit]
exclude_dirs = ["tests", "docs", "examples"]
skips = ["B101"]  # allow assert in tests